Dear all, when processing with my project (see previous question here ), I noticed a problem with the MvStudentT distribution. A notebook with a condensed example is here: https://gitlab.com/falkm/code_sharing/blob/master/robust_mv_model.ipynb When trying to use MvStudentT with chol = cholesky_m…

FYI: https://github.com/pymc-devs/pymc3/issues/3100

MvStudentT incorrect with Cholesky matrix argument

junpenglao July 17, 2018, 4:25am 2

That’s fairly surprising, as cov = covariance_matrix is also decomposing the cov to chol internally.
Could you please raise an issue on Github?

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